scientific article; zbMATH DE number 19232

MaRDI QIDQ3976664zbMATH OpenFDO

Authors Eugene Seneta

Publication date 26 June 1992

zbMATH Keywords

ergodicitysensitivity analysisperturbation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(24)

• Concentration of Contractive Stochastic Approximation and Reinforcement Learning
• Sensitivity of finite Markov chains under perturbation
• A structured condition number for Kemeny's constant
• Stationary distribution and perturbation bounds for a stochastic inventory model
• On optimal condition numbers for Markov chains
• Pseudometrics for State Aggregation in Average Reward Markov Decision Processes
• New perturbation bounds for denumerable Markov chains
• scientific article; zbMATH DE number 7446610 (Why is no real title available?)
• Markov chain sensitivity measured by mean first passage times
• On the stability of the computation of the stationary probabilities of Markov chains using Perron complements
• Transition matrices for well-conditioned Markov chains
• Sharp entrywise perturbation bounds for Markov chains
• Conditioning of the entries in the stationary vector of a Google-type matrix
• Perturbation bounds for Markov chains with general state space
• Off-policy temporal difference learning with distribution adaptation in fast mixing chains
• Stationary distributions and mean first passage times of perturbed Markov chains
• Mixing times with applications to perturbed Markov chains
• The computation of key properties of Markov chains via perturbations
• Perturbation and Inverse Problems of Stochastic Matrices
• Strong stability and perturbation bounds for discrete Markov chains
• Comparison of perturbation bounds for the stationary distribution of a Markov chain
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Dynamic normal forms and dynamic characteristic polynomial
• Generalized inverses of Markovian kernels in terms of properties of the Markov chain

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